+2,090.1%
PPL vs VTRS
+567.8%
+1,522.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | +3.3% | -0.6% | +2.3% |
| 30D | +0.5% | -3.6% | +4.1% | +0.8% |
| 3M | +0.7% | +7.0% | -6.3% | -0.2% |
| 6M | -7.6% | +17.5% | -25.1% | -9.4% |
| YTD | +1.8% | +38.8% | -37.0% | -2.1% |
| 1Y | -0.8% | +69.2% | -70.0% | -6.8% |
| 3Y | +56.9% | +77.5% | -20.6% | +45.1% |
| 5Y | +39.5% | +39.9% | -0.4% | +30.9% |
| 10Y | +55.4% | -47.1% | +102.5% | +54.7% |
| All | +2,090.1% | +567.8% | +1,522.3% | +1,592.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling